#define M 800
#define N 12
#define HIRISK 800
#define LORISK 200
#define DCRMNT 50

2lp_main()
{
double p[N],w[N],lo[N],hi[N],ff[N];
continuous X[N];

	data(p,w,lo,hi,ff);
	knapsack(lo,hi,w,p,X);

	and(int r=HIRISK;r>=LORISK;r=r-DCRMNT){
		evaluate_risk(ff,w,p,r,X);
		record_evaluation(p,r,X);
	}
}

data(double p[],w[],lo[],hi[],ff[])
{
	p = { 28.8, 24.7, 19.7, 14.75, 10.7, 9.0,
		  8.05, 7.0, 6.0, 5.0, 5.0, 4.0 };
	lo = { 0, 0, 10, 12, 15, 22, 50, 10, 8, 22, 5, 27 };
	w = { .5, .4, .8, .7, .4, .5, .6, .8, .4, .3, .6, 1 };
	hi = { 290, 200, 200, 200, 240, 250, 100, 230, 215, 300, 300, 280}; 
	ff = { 1000, 950, 950, 900, 400, 400, 200, 190, 120, 110, 100, 100 };
}

knapsack(double lo[],hi[],w[],p[], continuous X[])
{
	and(int i=0;i<N;i++) { 
		lo[i] <= X[i];
		X[i] <= hi[i];
	}
	sigma(int i=0;i<N;i++) w[i]*X[i] <= M;
}

evaluate_risk(double ff[],w[],p[],r, continuous X[])
{
	sigma(int i=0;i<N;i++) ff[i]*X[i] 
		<= r*sigma(int i=0;i<N;i++) X[i];

	max: sigma(int i=0;i<N;i++) p[i]*X[i];
}

record_evaluation(double p[],r, continuous X[])
{
	printf("At risk %.0f the expected profit is %.2f\n",
			r,sigma(int i=0;i<N;i++) p[i]*X[i]);
}
 